Pages that link to "Item:Q2858516"

The following pages link to A numerical method for option pricing under jump-diffusion process (Q2858516):

Displaying 17 items.

• Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
• An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
• On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• (Q2984384) (← links)
• A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423) (← links)
• ADI method of credit spread option pricing based on jump-diffusion model (Q3390750) (← links)
• Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
• Robust numerical methods for contingent claims under jump diffusion processes (Q4659906) (← links)
• A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)
• (Q5033284) (← links)
• Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
• (Q5209043) (← links)